Download last version (not 2.5.1 or other old ones) from jmeter.apache.org
Unzip file
Ensure you install a version of JAVA which is compatible, Java 6 or 7 for JMeter 2.11
In bin folder click on jmeter.sh not on jar or execute sh ./apache-jmeter-x.x.x/bin/jmeter
in the terminal.
x.x.x is the version you use.
Finally, when started you may want to select System Look and feel for Mac OSX better integration. Menu > Options > Look and Feel > System